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A New Method for Setting Futures Portfolios' Maintenance Margins: Evidence from Chinese Commodity Futures Markets.
Chi Xie
Jiao-Jiao Yang
Gangjin Wang
Published in:
J. Appl. Math. (2014)
Keyphrases
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preprocessing
detection method
high accuracy
detection algorithm
cost function
experimental evaluation
evaluation method
high precision
computational cost
dynamic programming
pairwise
objective function
support vector machine
similarity measure
face recognition
synthetic data
genetic algorithm
neural network